Glad ya like it!
Experience isn't kept track of for individual units, but it's sometimes better to take smaller domains first, to capture domains and help you start up some cash flow every turn and enable you to build up your army to face the larger domains. Plus, larger domains tend to be more heavily guarded and cause more casualties. Of course, you could always train a bunch of soldiers early on, and send them charging into a medium or large domain to weaken it (resistance losses to a domain Last awhile before slowly regenerating). Or one strategy i've heard: Send a Hero with strong Domination and a few Knights into a medium domain early on to take it (or at least soften it up pretty good), to build a cash flow a little more quickly. There are a number of strategies you can try out.
If you play more, feel free to post any questions or compliments here!